+1,710.5%
GS vs COO
+3,288.3%
-1,577.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.9% |
| 7D | -6.3% | +5.3% | -11.6% | -7.9% |
| 30D | -3.1% | +12.5% | -15.7% | -6.9% |
| 3M | -17.7% | -15.1% | -2.5% | -13.9% |
| 6M | -4.6% | +3.7% | -8.2% | -7.5% |
| YTD | +0.3% | -22.5% | +22.8% | +7.2% |
| 1Y | +11.7% | -7.8% | +19.5% | +12.5% |
| 3Y | +183.6% | -24.1% | +207.7% | +197.4% |
| 5Y | +141.0% | -40.1% | +181.1% | +169.8% |
| 10Y | +507.4% | +44.7% | +462.7% | +409.9% |
| All | +1,710.5% | +3,288.3% | -1,577.7% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling